Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1608821.7006 | 1494944.172 | 113877.5287 | 2208741.2192 | -5582.7318 | 2214323.9511 |
Total P&L (%) | 1608.8217 | 1494.9442 | 113.8775 | 2208.7412 | -5.5827 | 2214.324 |
Avg Daily Profit (%) | 0.8675 | 0.8061 | 0.0614 | 0.1694 | -0.0031 | 0.1696 |
Buy And Hold Return (%) | 32.3847 | 32.3847 | 32.3847 | 32.3847 | 32.3847 | 32.3847 |
Max Trade Drawdown | -76962 | -70997 | -68755 | -2432932 | -2656750 | -782513 |
Profit Factor | 3.3373 | 5.2559 | 1.3379 | 1.1558 | 0.9993 | 1.3433 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 30.5389 | 30.9524 | 30.1205 | 30.5389 | 30.9524 | 30.1205 |
Ratio Avg Win / Avg Loss | 7.5908 | 11.7247 | 3.1038 | 2.629 | 2.2292 | 3.1165 |
Largest Winning Trade | 1411313 | 1411313 | 66076 | 1721606 | 1721606 | 1119786 |
Largest Losing Trade | -24656 | -16219 | -24656 | -702152 | -562802 | -702152 |
Avg Bars in Trades | 64 | 58 | 70 | 64 | 58 | 70 |
Avg Bars in Winners | 156 | 137 | 176 | 156 | 137 | 176 |
Avg Bars in Losers | 24 | 23 | 24 | 24 | 23 | 24 |
Bars Traded | 10769 | 4948 | 5821 | 10769 | 4948 | 5821 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464840 | 483015 | -120220 | -46916 | -585736 | 42276 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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